added first test for hsic

shogun-toolbox · Jul 4, 2012 · 5bcd69f · 5bcd69f
1 parent 3798a5b
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diff --git a/examples/undocumented/libshogun/Makefile b/examples/undocumented/libshogun/Makefile
@@ -85,6 +85,7 @@ TARGETS = basic_minimal \
 		  transfer_multitasklogisticregression \
 		  statistics_quadratic_time_mmd \
 		  statistics_linear_time_mmd \
+		  statistics_hsic \
 
 all: $(TARGETS)
 

diff --git a/examples/undocumented/libshogun/statistics_hsic.cpp b/examples/undocumented/libshogun/statistics_hsic.cpp
@@ -0,0 +1,87 @@
+/*
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Written (W) 2012 Heiko Strathmann
+ */
+
+#include <shogun/base/init.h>
+#include <shogun/statistics/HSIC.h>
+#include <shogun/kernel/GaussianKernel.h>
+#include <shogun/features/DenseFeatures.h>
+#include <shogun/mathematics/Statistics.h>
+
+using namespace shogun;
+
+
+void create_mean_data(SGMatrix<float64_t> target, float64_t difference)
+{
+	/* create data matrix for P and Q. P is a standard normal, Q is the same but
+	 * has a mean difference in one dimension */
+	for (index_t i=0; i<target.num_rows; ++i)
+	{
+		for (index_t j=0; j<target.num_cols/2; ++j)
+			target(i,j)=CMath::randn_double();
+
+		/* add mean difference in first dimension of second half of data */
+		for (index_t j=target.num_cols/2; j<target.num_cols; ++j)
+				target(i,j)=CMath::randn_double() + (i==0 ? difference : 0);
+	}
+}
+
+/** tests the hsic statistic for a single fixed data case and ensures
+ * equality with matlab implementation */
+void test_hsic_fixed()
+{
+	index_t m=2;
+	index_t d=3;
+	float64_t sigma_x=2;
+	float64_t sq_sigma_x_twice=sigma_x*sigma_x*2;
+	float64_t sigma_y=3;
+	float64_t sq_sigma_y_twice=sigma_y*sigma_y*2;
+
+	SGMatrix<float64_t> p(d,2*m);
+	for (index_t i=0; i<2*d*m; ++i)
+		p.matrix[i]=i;
+
+//	p.display_matrix("p");
+
+	SGMatrix<float64_t> q(d,2*m);
+	for (index_t i=0; i<2*d*m; ++i)
+		q.matrix[i]=i+10;
+
+//	q.display_matrix("q");
+
+	CDenseFeatures<float64_t>* features_p=new CDenseFeatures<float64_t>(p);
+	CDenseFeatures<float64_t>* features_q=new CDenseFeatures<float64_t>(q);
+
+	/* shoguns kernel width is different */
+	CGaussianKernel* kernel_p=new CGaussianKernel(10, sq_sigma_x_twice);
+	CGaussianKernel* kernel_q=new CGaussianKernel(10, sq_sigma_y_twice);
+
+	CHSIC* hsic=new CHSIC(kernel_p, kernel_q, features_p, features_q);
+
+	/* assert matlab result */
+	float64_t difference=hsic->compute_statistic();
+	SG_SPRINT("hsic fixed: %f\n", difference);
+	ASSERT(CMath::abs(difference-0.164761446385339)<10E-17);
+
+	SG_UNREF(hsic);
+}
+
+int main(int argc, char** argv)
+{
+	init_shogun_with_defaults();
+
+	/* all tests have been "speed up" by reducing the number of runs/samples.
+	 * If you have any doubts in the results, set all num_runs to original
+	 * numbers and activate asserts. If they fail, something is wrong.
+	 */
+	test_hsic_fixed();
+
+	exit_shogun();
+	return 0;
+}
+